如果你说的“量化金融”指的是期权定价,那可以看看 Mark Joshi 的书:-《The Concepts and Practice of Mathematical Finance》-《C++ Design Patterns and Derivatives Pricing》。另外 Baxter & Rennie 的书也值得关注:-《Financial Calculus: An Introduction to Derivative Pricing》。一旦你学完这些,并对测度……
If by 'quantitative finance' you mean option pricing then check out the books by Mark Joshi: - 'The Concepts and Practice of Mathematical Finance' - 'C++ Design Patterns and Derivatives Pricing' Also of note is Baxter & Rennie: - 'Financial Calculus: An Introduction to Derivative Pricing' Once you've studied those and have a good grasp of Measure…
业内有人推荐我看 Mark Joshi 的《The Concepts and Practice of Mathematical Finance》来打基础。我觉得可读性挺高的。
Mark Joshi's "The Concepts and Practice of Mathematical Finance" came recommended to me by some people in the field as a foundation. I found it quite readable.
……其实也就是把货币的时间价值融入到计算中。[0] Oksendal B. Stochastic Differential Equations。[1] Shreve S E. Stochastic Calculus for Finance II。[2] Joshi M S. The Concepts and Practice of Mathematical Finance
…it's really just incorporating the time value of money into the calculations. [0] Oksendal B . Stochastic Differential Equations. [1] Shreve S E. Stochastic Calculus for Finance II. [2] Joshi M S. The Concepts and Practice of Mathematical Finance
多谢!目前我正在读这几本书:Mark Joshi 的《The Concepts and Practice of Mathematical Finance》,以及 Daniel Duffy 的《Introduction to C++ for Financial Engineers》(我已经会 C++ 了,但读它是为了看金融相关的内容)。
Thanks! Currently I am reading these books: Mark Joshi: The Concepts and Practice of Mathematical Finance Daniel Duffy: Introduction to C++ for Financial Engineers (I already know C++, but I read this because of the finance related stuff.)
如果你说的“量化金融”指的是期权定价,那可以看看 Mark Joshi 的书:-《The Concepts and Practice of Mathematical Finance》-《C++ Design Patterns and Derivatives Pricing》。另外 Baxter & Rennie 的书也值得关注:-《Financial Calculus: An Introduction to Derivative Pricing》。一旦你学完这些,并对测度……
If by 'quantitative finance' you mean option pricing then check out the books by Mark Joshi: - 'The Concepts and Practice of Mathematical Finance' - 'C++ Design Patterns and Derivatives Pricing' Also of note is Baxter & Rennie: - 'Financial Calculus: An Introduction to Derivative Pricing' Once you've studied those and have a good grasp of Measure…
业内有人推荐我看 Mark Joshi 的《The Concepts and Practice of Mathematical Finance》来打基础。我觉得可读性挺高的。
Mark Joshi's "The Concepts and Practice of Mathematical Finance" came recommended to me by some people in the field as a foundation. I found it quite readable.
……其实也就是把货币的时间价值融入到计算中。[0] Oksendal B. Stochastic Differential Equations。[1] Shreve S E. Stochastic Calculus for Finance II。[2] Joshi M S. The Concepts and Practice of Mathematical Finance
…it's really just incorporating the time value of money into the calculations. [0] Oksendal B . Stochastic Differential Equations. [1] Shreve S E. Stochastic Calculus for Finance II. [2] Joshi M S. The Concepts and Practice of Mathematical Finance
多谢!目前我正在读这几本书:Mark Joshi 的《The Concepts and Practice of Mathematical Finance》,以及 Daniel Duffy 的《Introduction to C++ for Financial Engineers》(我已经会 C++ 了,但读它是为了看金融相关的内容)。
Thanks! Currently I am reading these books: Mark Joshi: The Concepts and Practice of Mathematical Finance Daniel Duffy: Introduction to C++ for Financial Engineers (I already know C++, but I read this because of the finance related stuff.)